+350.4%
SU vs FE
+46.0%
+304.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | +1.6% | -0.2% | +1.7% | +1.6% |
| 30D | +10.7% | -1.2% | +11.9% | +11.0% |
| 3M | +13.5% | +1.7% | +11.8% | +12.9% |
| 6M | +21.8% | -7.5% | +29.3% | +24.2% |
| YTD | +58.8% | +6.3% | +52.5% | +55.2% |
| 1Y | +72.0% | +10.9% | +61.2% | +65.8% |
| 3Y | +121.7% | +46.9% | +74.8% | +89.1% |
| 5Y | +350.4% | +47.6% | +302.8% | +289.7% |
| All | +350.4% | +46.0% | +304.4% | +289.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling